Zobrazeno 1 - 10
of 134
pro vyhledávání: '"Nicolas P. B. Bollen"'
Autor:
Nicolas P. B. Bollen, Berk A. Sensoy
Publikováno v:
Financial Management. 51:501-538
Limited partners (LPs) of private equity funds commit to invest with significant uncertainty regarding the timing of capital calls and payoffs and extreme restrictions on liquidity. Secondary markets have emerged which alleviate some of the associate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::52af6c224cca1eb36d4d64bc058ae9d3
https://doi.org/10.1111/fima.12375
https://doi.org/10.1111/fima.12375
Publikováno v:
Financial Analysts Journal. 77:109-132
This article documents a decline in aggregate hedge fund performance over the past decade. We tested whether a set of prediction models can select subsets of individual funds that buck the trend and subsequently outperform. Two of the predictors reli
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ce614e2eaa4727e3e7c6a858fa32e35c
https://doi.org/10.1080/0015198x.2021.1921564
https://doi.org/10.1080/0015198x.2021.1921564
Publikováno v:
Journal of Futures Markets. 41:875-894
Prior research in hedge fund and mutual fund management finds a positive relation between portfolio distinctiveness and subsequent performance, suggesting that strategy differentiation is associated with superior skill. We find that commodity trading
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eab074985db4bc9655ed3f11b2866696
https://doi.org/10.1002/fut.22199
https://doi.org/10.1002/fut.22199
Autor:
Nicolas P. B. Bollen
This chapter discusses crime in the context of hedge fund management and reviews some of the relevant academic work in the area. The chapter provides examples of the different types of misconduct that have been perpetrated and prosecuted in hedge fun
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f2fefc7aa545fb88cf20b46f4965ce57
https://doi.org/10.1093/oxfordhb/9780198840954.013.19
https://doi.org/10.1093/oxfordhb/9780198840954.013.19
Publikováno v:
Journal of Economic Psychology. 72:245-259
This research documents a premature infatuation effect in financial judgment and choice, and seeks to understand why it occurs. In many financial decisions, one potential investment choice becomes focal. The premature infatuation effect occurs when a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b6d7a5427b765d6b88b841848a5f8717
https://doi.org/10.1016/j.joep.2019.04.006
https://doi.org/10.1016/j.joep.2019.04.006
Publikováno v:
Journal of Banking & Finance. 87:304-317
We study the impact of gender on asset allocation recommendations. Graduate business students and professional wealth managers are randomly assigned a male or female client. Participants recommend an allocation and choose an allocation for themselves
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::58eab0b2a1d30a346933790aa31e9336
https://doi.org/10.1016/j.jbankfin.2017.10.016
https://doi.org/10.1016/j.jbankfin.2017.10.016
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d97e61c6d4ab275f4298f9c4f80764e0
https://doi.org/10.2139/ssrn.3034283
https://doi.org/10.2139/ssrn.3034283
Autor:
Nicolas P. B. Bollen, Robert E. Whaley
Publikováno v:
Journal of Futures Markets. 35:426-454
The evolution of trading practices in futures markets, including growth of high-frequency trading, has raised concerns about market quality. This study investigates whether excess futures return volatility, as an encompassing gauge of market quality,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5c77549b2cfbeabd75ef1419233de5a6
https://doi.org/10.1002/fut.21666
https://doi.org/10.1002/fut.21666
Autor:
Gregg S. Fisher, Nicolas P. B. Bollen
Publikováno v:
The Journal of Alternative Investments. 16:80-95
Replication products strive to offer investors some of the benefits of hedge funds while avoiding their high fees, illiquidity, and opacity. The authors of this article test whether a replication algorithm can deliver the diversification and high Sha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9343dd219e7c920358a175052bb2bb4a
https://doi.org/10.3905/jai.2013.16.2.080
https://doi.org/10.3905/jai.2013.16.2.080
Autor:
Nicolas P. B. Bollen
Publikováno v:
Journal of Financial and Quantitative Analysis. 48:519-547
Factor models yield an R2 insignificantly different from 0 for one-third of hedge funds in a broad sample. These funds illustrate the concept of market neutrality and feature lower volatilities, higher Sharpe ratios, and higher alphas than other fund
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4bf5db67ce97fc55f0baf1d6977f29df
https://doi.org/10.1017/s0022109013000112
https://doi.org/10.1017/s0022109013000112